There are many sources of Heat, out of all, there are four major Sources of Thermal Energy:
The energy from the sun is released by electromagnetic waves or photons. Combustion (burning) is chemical, which creates Thermal energy. Electrical energy can be used to create heat in good resistive heating elements. In all electrical appliances used in the house, the electrical energy is converted into heat. This heat is then dissipated to the surroundings, for Example, In a toaster one can observe the resistance making the elements of the toaster glow red. Nuclear reactions deal with the energy of atoms and molecules, the missing mass in a nuclear reaction comes out in the form of Energy as per Einstein's Mass Energy relation and thus produce heat.
Heat from the Earth known as the Geothermal source of Heat can be used to convert water to steam which further can rotate turbines to produce Electricity.